+85.6%
NDAQ vs WYNN
-5.1%
+90.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.4% |
| 7D | -5.6% | -4.2% | -1.4% | -4.9% |
| 30D | -4.4% | -14.6% | +10.3% | -1.9% |
| 3M | +5.9% | -18.4% | +24.3% | +9.3% |
| 6M | +7.7% | -11.9% | +19.7% | +9.7% |
| YTD | -5.2% | -26.6% | +21.4% | -0.8% |
| 1Y | -3.4% | -28.5% | +25.2% | +1.0% |
| 3Y | +85.6% | -5.1% | +90.7% | +77.6% |
| All | +85.6% | -5.1% | +90.7% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WYNN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling